IWX vs. ANVIX
IWX (iShares Russell Top 200 Value ETF) and ANVIX (Virtus NFJ Large-Cap Value Fund) are both Large Cap Value Equities funds. Over the past 10 years, IWX returned 11.66%/yr vs 9.93%/yr for ANVIX. Their correlation of 0.92 suggests significant overlap in exposure. IWX charges 0.20%/yr vs 0.74%/yr for ANVIX.
Performance
IWX vs. ANVIX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with IWX having a 17.71% return and ANVIX slightly lower at 16.93%. Over the past 10 years, IWX has outperformed ANVIX with an annualized return of 11.66%, while ANVIX has yielded a comparatively lower 9.93% annualized return.
IWX
- 1D
- -0.68%
- 1M
- 2.21%
- 6M
- 14.37%
- YTD
- 17.71%
- 1Y
- 28.60%
- 3Y*
- 18.98%
- 5Y*
- 12.15%
- 10Y*
- 11.66%
ANVIX
- 1D
- 0.10%
- 1M
- 3.05%
- 6M
- 13.99%
- YTD
- 16.93%
- 1Y
- 19.51%
- 3Y*
- 11.96%
- 5Y*
- 7.74%
- 10Y*
- 9.93%
IWX vs. ANVIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IWX iShares Russell Top 200 Value ETF | 17.71% | 18.23% | 14.89% | 10.45% | -5.33% | 23.33% | 1.46% | 25.82% | -6.53% | 14.05% |
ANVIX Virtus NFJ Large-Cap Value Fund | 16.93% | 6.78% | 6.28% | 17.92% | -14.81% | 26.52% | 2.29% | 25.03% | -9.38% | 21.36% |
Correlation
The correlation between IWX and ANVIX is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2009 | 0.92 |
The correlation between IWX and ANVIX has been stable across timeframes, ranging from 0.85 to 0.92 - a consistent structural relationship.
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Return for Risk
IWX vs. ANVIX — Risk / Return Rank
IWX
ANVIX
IWX vs. ANVIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell Top 200 Value ETF (IWX) and Virtus NFJ Large-Cap Value Fund (ANVIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IWX | ANVIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.16 | ||
| Sortino ratioReturn per unit of downside risk | +1.58 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.27 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 4.36 | 2.71 | +1.64 |
| Martin ratioReturn relative to average drawdown | 18.63 | 8.50 | +10.13 |
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Drawdowns
IWX vs. ANVIX - Drawdown Comparison
The maximum IWX drawdown since its inception was -35.76%, smaller than the maximum ANVIX drawdown of -62.48%. Use the drawdown chart below to compare losses from any high point for IWX and ANVIX.
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Drawdown Indicators
| IWX | ANVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.76% | -62.48% | +26.72% |
Max Drawdown (1Y)Largest decline over 1 year | -6.59% | -7.20% | +0.61% |
Max Drawdown (3Y)Largest decline over 3 years | -13.37% | -19.65% | +6.28% |
Max Drawdown (5Y)Largest decline over 5 years | -18.13% | -23.67% | +5.54% |
Max Drawdown (10Y)Largest decline over 10 years | -35.76% | -38.41% | +2.65% |
Current DrawdownCurrent decline from peak | -0.75% | 0.00% | -0.75% |
Average DrawdownAverage peak-to-trough decline | -3.80% | -9.60% | +5.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.54% | 2.29% | -0.75% |
Volatility
IWX vs. ANVIX - Volatility Comparison
iShares Russell Top 200 Value ETF (IWX) has a higher volatility of 3.47% compared to Virtus NFJ Large-Cap Value Fund (ANVIX) at 2.81%. This indicates that IWX's price experiences larger fluctuations and is considered to be riskier than ANVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IWX | ANVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.47% | 2.81% | +0.66% |
Volatility (6M)Calculated over the trailing 6-month period | 8.40% | 9.16% | -0.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.71% | 12.84% | -2.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.90% | 16.62% | -2.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.48% | 18.21% | -1.73% |
IWX vs. ANVIX - Expense Ratio Comparison
IWX has a 0.20% expense ratio, which is lower than ANVIX's 0.74% expense ratio.
Dividends
IWX vs. ANVIX - Dividend Comparison
IWX's dividend yield for the trailing twelve months is around 1.43%, less than ANVIX's 8.77% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ANVIX Virtus NFJ Large-Cap Value Fund | 8.77% | 10.78% | 2.80% | 7.28% | 20.66% | 6.43% | 1.43% | 3.54% | 2.02% | 1.89% | 2.13% | 2.26% |
IWX iShares Russell Top 200 Value ETF | 1.43% | 1.59% | 1.97% | 2.13% | 2.07% | 1.79% | 2.12% | 2.60% | 2.66% | 2.12% | 2.22% | 2.77% |
Frequently Asked Questions
IWX and ANVIX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IWX has higher volatility (3.47%) compared to ANVIX (2.81%). In terms of maximum drawdown, IWX dropped -35.76% vs ANVIX's -62.48%.
IWX currently has the higher Sharpe Ratio (2.68 vs 1.53), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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